Skip to content

Support forward-mode differentiation#878

Merged
neerajprad merged 2 commits intopyro-ppl:masterfrom
fehiepsi:forward-diff
Jan 20, 2021
Merged

Support forward-mode differentiation#878
neerajprad merged 2 commits intopyro-ppl:masterfrom
fehiepsi:forward-diff

Conversation

@fehiepsi
Copy link
Member

Fixes #877.

This adds support for forward-mode differentiation, hence users can use fori_loop or while_loop in their models.

@eb8680 With this, it is pretty straightforward to support nested loops with only observed variable (it might be more complicated to have latent variables in body_fn but might be doable) in contrib.control_flow.fori_loop/while_loop. :)

@OlaRonning I think after this, we can implement block poisson hmcecs.

@neerajprad
Copy link
Member

LGTM, you'll need to merge changes from the latest master.

@neerajprad neerajprad merged commit 6add222 into pyro-ppl:master Jan 20, 2021
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Projects

None yet

Development

Successfully merging this pull request may close these issues.

Support forward mode differentiation in HMC

2 participants